+113.3%
SPOT vs RGEN
-37.9%
+151.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.9% |
| 7D | -2.6% | -1.2% | -1.4% | -2.4% |
| 30D | +13.5% | -5.1% | +18.5% | +14.5% |
| 3M | +22.2% | +0.5% | +21.7% | +20.6% |
| 6M | +38.3% | +46.6% | -8.3% | +22.2% |
| YTD | +3.1% | +1.6% | +1.4% | -0.2% |
| 1Y | -7.6% | +5.4% | -13.0% | -11.6% |
| 3Y | +250.0% | +12.8% | +237.2% | +207.6% |
| 5Y | +113.3% | -35.6% | +148.9% | +102.7% |
| All | +113.3% | -37.9% | +151.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling